Steve2 Elite    Posts: 750 Joined: 10/11/2012 Location: Annapolis, MD  User Profile | Trey, Can you please post a snag of the account settings you are using. There is a bug in OV trade filtering that I noticed when testing my ETF account. I reported this to Barry last week but I don't think he's had a chance to look at it yet. I was testing with Strategy alloc set to 10%, portfolio alloc set to 500% and Max % Invested set to 50%. These settings cause OV to generate trades that use 49.xx% of account equity. I had no account settings enabled. With Buying Power set to 100%, OV generated 135 trades during the simulation. I then set Buying Power to 95% and OV only generated 3 trades for the same simulation date range. Given my configuration and the results for 100% buying power, I would have expected OV to generate at least 135/2 = 67 trades. When I set Buying Power to 90% only one trade was generated and when I set Buying Power to 85% no trades were generated. In both these cases, I would have expected at least 67 trades to be generated. I then enabled "Allow settings to reduce trade size" and got the correct behavior at each of my Buying Power Settings. So, I think there is something wrong with how OV is filtering trades. Not sure if this problem has always been there but just wasn't noticeable when trade size is small compared to Buying Power or whether it's somehow caused by the large allocations we're now doing. Hopefully, Nirvana will get to the bottom of this quickly. Do you have "Allow settings to reduce trade size" enabled? Steve | |
